CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5581	6.04
$α$	0.2346	5.10
$β$	0.6070	7.64
$γ_{1}$	0.0518	0.89
$γ_{2}$	0.0924	1.01
$γ_{3}$	-0.4121	-5.89
$γ_{4}$	0.4321	5.56
$γ_{5}$	-0.3320	-2.61

V-Lab

InterMail A/S Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other InterMail A/S Analyses